| Metric | 11403068:btcusd:triple_med_gx:lsma30_140 | 11403068:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 78.17% | 185.19% |
| Max Drawdown | -28.07% | -67.18% |
| Sharpe | 0.38 | 0.42 |
| Sortino | 0.59 | 0.61 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 25.13 | 3.75 |
| Outlier Loss Ratio | 4.2 | 3.64 |
| Volatility (ann.) | 13.61% | 26.05% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.65 | 0.53 |
| Skew | 1.8 | 0.18 |
| Kurtosis | 47.4 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.53% |
| Expected Yearly % | 15.53% | 29.95% |
| Kelly Criterion | 1.4% | 9.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.21% |
| Expected Shortfall (cVaR) | -1.16% | -2.21% |
| Year | 11403068:BTCUSD | 11403068:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.17 | 0.00 | + |
| 2023 | 155.54 | 19.76 | 0.13 | - |
| 2024 | 121.00 | 32.66 | 0.27 | - |
| 2025 | 27.10 | 12.34 | 0.46 | - |
| Metric | 11403068:btcusd:triple_med_gx:lsma30_140 | 11403068:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.85% | 41.88% |
| 6M | 4.77% | 22.91% |
| YTD | 12.34% | 27.1% |
| 1Y | 22.29% | 82.29% |
| 3Y (ann.) | 17.93% | 77.48% |
| 5Y (ann.) | 18.24% | 35.54% |
| Metric | 11403068:btcusd:triple_med_gx:lsma30_140 | 11403068:BTCUSD |
|---|---|---|
| Max Drawdown | -28.07% | -67.18% |
| Longest DD Days | 609.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.76% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 2.78 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-11-09 | -28.07 | 609 |
| 2024-04-29 | 2025-01-14 | -19.97 | 259 |
| 2025-01-30 | 2025-05-21 | -12.42 | 111 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-11-23 | 2024-02-26 | -8.24 | 95 |
| 2025-05-29 | 2025-06-24 | -7.00 | 26 |
| 2024-03-21 | 2024-03-24 | -6.31 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-04-18 | -3.43 | 22 |
| 2023-11-11 | 2023-11-19 | -2.47 | 8 |
| Metric | 11403068:btcusd:triple_med_gx:lsma30_140 | 11403068:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -10.27% | -29.64% |
| Best Month | 12.69% | 43.77% |
| Worst Month | -8.51% | -37.12% |
| Best Year | 32.66% | 155.54% |
| Worst Year | -0.17% | -60.27% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.19% | 6.81% |
| Avg. Down Week | -3.04% | -4.09% |
| Avg. Up Month | 5.2% | 13.03% |
| Avg. Down Month | -4.7% | -9.06% |
| Win Days % | 46.18% | 51.29% |
| Win Month % | 65.85% | 61.9% |
| Win Week % | 50.86% | 51.37% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |